Linear Differental Equations


A first-order differential equation is a linear equation in the dependent variable \(y\) if it can be written in the form:

\( a_1(x) \cfrac{dy}{dx} + a_0(x) y = g(x)\)

The standard form of a linear equation is:

\( \cfrac{dy}{dx} + P(x) y = f(x)\)

If \(f(x) = 0\) the equation is said to be homogeneous and is separable. If the equation is non-homogeneous, we can find an integration factor, \(\mu (x)\) such that:

\( \cfrac{d}{dx} (\mu (x) y) = \mu (x) (\cfrac{dy}{dx} + P(x) y ) \)

\( \cfrac{d \mu}{dx} y + \mu (x) \cfrac{dy}{dx} = \mu (x) \cfrac{dy}{dx} + \mu (x) P(x) y \)

\( \cfrac{d \mu}{dx} y = \mu (x) P(x) y \)

\( \cfrac{d \mu}{dx} = \mu (x) P(x) \)

This equation is separable with solution:

\( \mu (x) = e^ {\int P(x)} \)


Find the integrating factor for the DE \(t y^{'} - 3 y = \frac{\sin {\pi t}}{t} \)


The steps to solve a linear non-homogeneous differential equation are:

  1. Write the equation in standard form \( \cfrac{dy}{dx} + P(x) y = f(x)\).
  2. Find the integrating factor \( \mu (x) = e^ {\int P(x)} \).
  3. Multiple both sides by the integrating factor \( \cfrac {d}{dx} (e^ {\int P(x)} y ) = e^ {\int P(x)} f(x) \).
  4. Integrate both sides and isolate for \(y\).

Solve the DE \( t^3 y^{'} +4t^2 y = e^{-t} \) subject to \(y(-1) = 0 \).


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